ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 05-May-2015

Day Change Summary
	Previous	Current
	04-May-2015	05-May-2015	Change	Change %	Previous Week
Open	119-110	119-090	-0-020	-0.1%	119-310
High	119-140	119-090	-0-050	-0.1%	120-040
Low	119-080	119-010	-0-070	-0.2%	119-080
Close	119-100	119-020	-0-080	-0.2%	119-080
Range	0-060	0-080	0-020	33.3%	0-280
ATR	0-068	0-070	0-002	2.3%	0-000
Volume	1,221	2,818	1,597	130.8%	4,515

Daily Pivots for day following 05-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-280	119-230	119-064
R3	119-200	119-150	119-042
R2	119-120	119-120	119-035
R1	119-070	119-070	119-027	119-055
PP	119-040	119-040	119-040	119-032
S1	118-310	118-310	119-013	118-295
S2	118-280	118-280	119-005
S3	118-200	118-230	118-318
S4	118-120	118-150	118-296

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-053	121-187	119-234
R3	121-093	120-227	119-157
R2	120-133	120-133	119-131
R1	119-267	119-267	119-106	119-220
PP	119-173	119-173	119-173	119-150
S1	118-307	118-307	119-054	118-260
S2	118-213	118-213	119-029
S3	117-253	118-027	119-003
S4	116-293	117-067	118-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-260	119-010	0-250	0.7%	0-090	0.2%	4%	False	True	1,564
10	120-040	119-010	1-030	0.9%	0-056	0.1%	3%	False	True	879
20	120-080	119-010	1-070	1.0%	0-038	0.1%	3%	False	True	537

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-110
2.618	119-299
1.618	119-219
1.000	119-170
0.618	119-139
HIGH	119-090
0.618	119-059
0.500	119-050
0.382	119-041
LOW	119-010
0.618	118-281
1.000	118-250
1.618	118-201
2.618	118-121
4.250	117-310

Fisher Pivots for day following 05-May-2015
Pivot	1 day	3 day
R1	119-050	119-075
PP	119-040	119-057
S1	119-030	119-038

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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